PCA Index Dashboard Examples#
This script was last run at 2024-03-26 20:46:35.855910+00:00 (UTC)
In US/Central Time, this is 2024-03-26 15:46:35.855910-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.896832 | -0.474387 | 0.086355 | -0.009098 | 0.545133 | 0.254458 |
| 1997-01-03 | -0.885122 | -0.474387 | -0.155455 | 0.006408 | 0.744727 | 0.205289 |
| 1997-01-06 | -0.881219 | -0.474387 | -0.064024 | -0.016851 | 0.777607 | 0.269246 |
| 1997-01-07 | -0.881219 | -0.453568 | -0.128988 | -0.047862 | 0.837238 | 0.382885 |
| 1997-01-08 | -0.892929 | -0.453568 | -0.021918 | -0.086627 | 0.785269 | 0.496133 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-19 | -0.881219 | -1.463278 | -0.794267 | 1.657773 | 0.738748 | 0.558592 |
| 2024-03-20 | -0.865606 | -1.400822 | -0.888104 | 1.719796 | 0.827923 | 0.465806 |
| 2024-03-21 | -0.900735 | -1.432050 | -0.902541 | 1.727549 | 0.836545 | 0.472547 |
| 2024-03-22 | -0.889025 | -1.452869 | -0.885698 | 1.727549 | 0.764105 | 0.313937 |
| 2024-03-25 | -0.877316 | -1.369594 | -0.870059 | 1.727549 | 0.788361 | 0.420205 |
7194 rows × 6 columns
pc1
DATE
1997-01-02 -0.577030
1997-01-03 -0.683140
1997-01-06 -0.666051
1997-01-07 -0.702405
1997-01-08 -0.672080
...
2024-03-19 -1.571783
2024-03-20 -1.595925
2024-03-21 -1.625935
2024-03-22 -1.583066
2024-03-25 -1.572581
Name: PC1, Length: 7194, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()